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Theory and inference for a Markov switching GARCH model

Bibliographic reference Bauwens, Luc ; Preminger, Arie ; Rombouts, Jeroen. Theory and inference for a Markov switching GARCH model. In: The Econometrics Journal, Vol. 13, no. 2, p. 218-244 (2010)
Permanent URL http://hdl.handle.net/2078.1/73492
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